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Source transformation for MATLAB automatic differentiation

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2006) 3994 LNCS - IV 558-565
DOI: 10.1007/11758549_77
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Abstract

We present MSAD, a source transformation implementation of forward mode automatic differentiation for MATLAB. MSAD specialises and inlines operations from the fmad and derivvec classes of the MAD package. The operator overloading overheads inherent in MAD are eliminated while preserving the derivvec class's optimised derivative combination operations. Compared to MAD, results from several test cases demonstrate significant improvement in efficiency across all problem sizes. © Springer-Verlag Berlin Heidelberg 2006.

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APA

Kharche, R. V., & Forth, S. A. (2006). Source transformation for MATLAB automatic differentiation. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 3994 LNCS-IV, pp. 558–565). Springer Verlag. https://doi.org/10.1007/11758549_77

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